+119.7%
OKTA vs ACI
-18.4%
+138.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +1.2% |
| 7D | -14.2% | +4.5% | -18.7% | -13.5% |
| 30D | -12.5% | +20.9% | -33.3% | -10.7% |
| 3M | +29.2% | +15.2% | +14.0% | +31.5% |
| 6M | +147.3% | -13.3% | +160.7% | +144.1% |
| YTD | +120.9% | -16.2% | +137.1% | +119.2% |
| 1Y | +119.7% | -16.9% | +136.5% | +117.5% |
| All | +119.7% | -18.4% | +138.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling